Some flight management systems (FMS) have legs in a preprogrammed flight plan where an airplane is not being guided to a path, but instead the pilot is changing heading. There are at least four instances where this is possible: 1) approach vectors to final (VTF) leg; 2) flight plan discontinuity (discon); 3) missed approach; and 4) and an en-route radar vectors from air traffic control (ATC). Each instance is slightly different, but the pilot operation is essentially equivalent.
In the current general aviation (GA) aircraft, when changing from flight plan guidance to heading commands, a pilot changes modes on an S-TEC 55X autopilot or equivalent device from roll steering mode to a heading mode. Roll steering mode is the FMS commanding the autopilot to move the airplane to a specific bank and where the autopilot follows courses of the flight plan, whereas the autopilot heading mode is commanding the servos to steer the aircraft in order to follow the pilot commanded heading.